AggregateMetric#

class AggregateMetric(func, method='jackknife', name=None, **kwargs)[source]#

Compute metric pairwise.

Parameters:
funcfunction

Function that computes the pairwise metric.

namestr

Name of the metric

Methods

compute(y_true, y_pred)

Compute metric and standard error.

compute(y_true, y_pred)[source]#

Compute metric and standard error.

References

[1]

Efron and Stein, (1981), “The jackknife estimate of variance.”

[2]

McIntosh, Avery. “The Jackknife Estimation Method”. <http://people.bu.edu/aimcinto/jackknife.pdf>

[3]

Efron, Bradley. “The Jackknife, the Bootstrap, and other Resampling Plans”. Technical Report No. 63, Division of Biostatistics, Stanford University, December, 1980.

[4]

Jackknife resampling

<https://en.wikipedia.org/wiki/Jackknife_resampling>